Exploring causal interactions between macroprudential policy and financial cycles in South Africa.

K Magubane - International Journal of Research in Business …, 2024 - search.ebscohost.com
This study investigated the causal interactions between macroprudential policy, measured
by the Macroprudential Policy Index (MPI), and financial cycles represented by the …

The macroeconomics of establishing a basic income grant in South Africa

H Hollander, R Havemann… - South African Journal of …, 2024 - Wiley Online Library
This paper quantifies the effect of fiscal transfers on the trade‐off between social relief and
debt accumulation and discusses the economic growth and fiscal implications of different …

A bank-level analysis of interest rate pass-through in South Africa

M Greenwood-Nimmo, D Steenkamp… - Journal of …, 2024 - Elsevier
We study the pass-through of policy rate hikes and cuts to household and corporate lending
and deposit interest rates in South Africa over the period January 2009 to December 2020 …

[HTML][HTML] A Structural Vector Autoregression Exploration of South Africa's Monetary and Macroprudential Policy Interactions

K Magubane, NP Nzimande - Economies, 2024 - mdpi.com
Interactions between monetary and macroprudential policy are crucial in safeguarding price
and financial stability. This study investigates the macroeconomic and financial impacts of …

Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach

K Magubane - Cogent Economics & Finance, 2024 - Taylor & Francis
The study analyzed the extent of financial cycle synchronization, as represented by the
Aggregate Financial Cycle and the Credit and Housing Cycle, in South Africa from 1975q1 …

The impact of higher leverage ratios on the South African economy

K Makrelov, R Davies, L Harris - Studies in Economics and …, 2021 - Taylor & Francis
We employ a micro-founded, stock-flow consistent computable general equilibrium model to
study the impact of increases of the leverage ratio on the South African economy. The model …

The South African small banks' crisis of 2002/3

R Havemann - Economic History of Developing Regions, 2021 - journals.co.za
Following the collapse of Saambou bank in February 2002, contagion rapidly spread
amongst South African small and medium-sized banks. By the end of 2003, half of the …

[PDF][PDF] A Structural Vector Autoregression Exploration of South Africa's Monetary and Macroprudential Policy Interactions. Economies 12: 278

K Magubane, NP Nzimande - 2024 - researchgate.net
Interactions between monetary and macroprudential policy are crucial in safeguarding price
and financial stability. This study investigates the macroeconomic and financial impacts of …

Exploring the future of environmental risk considerations in the banking sector

LJR Fourie - 2023 - repository.nwu.ac.za
Banks are exposed to environmental risks through their own operations, as well as through
the activities of their clients. As financial intermediaries, banks are required to prudently …

Deepening The Role of Macroprudential Policy on Capital Outflows in Indonesia

EF Utami, RN Wilantari… - Journal of Social …, 2024 - ijsr.internationaljournallabs.com
Foreign capital flows to EMEs have increased significantly since 2004. After falling sharply in
2008 due to the global crisis, foreign capital flows then increased sharply until 2013 and …